Trading Metrics calculated at close of trading on 11-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
5,420.0 |
5,394.5 |
-25.5 |
-0.5% |
5,640.0 |
High |
5,459.0 |
5,434.0 |
-25.0 |
-0.5% |
5,690.0 |
Low |
5,367.5 |
5,292.0 |
-75.5 |
-1.4% |
5,268.5 |
Close |
5,403.0 |
5,351.0 |
-52.0 |
-1.0% |
5,274.5 |
Range |
91.5 |
142.0 |
50.5 |
55.2% |
421.5 |
ATR |
121.7 |
123.2 |
1.4 |
1.2% |
0.0 |
Volume |
2,885 |
8,425 |
5,540 |
192.0% |
1,165 |
|
Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,785.0 |
5,710.0 |
5,429.0 |
|
R3 |
5,643.0 |
5,568.0 |
5,390.0 |
|
R2 |
5,501.0 |
5,501.0 |
5,377.0 |
|
R1 |
5,426.0 |
5,426.0 |
5,364.0 |
5,392.5 |
PP |
5,359.0 |
5,359.0 |
5,359.0 |
5,342.0 |
S1 |
5,284.0 |
5,284.0 |
5,338.0 |
5,250.5 |
S2 |
5,217.0 |
5,217.0 |
5,325.0 |
|
S3 |
5,075.0 |
5,142.0 |
5,312.0 |
|
S4 |
4,933.0 |
5,000.0 |
5,273.0 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,675.5 |
6,396.5 |
5,506.5 |
|
R3 |
6,254.0 |
5,975.0 |
5,390.5 |
|
R2 |
5,832.5 |
5,832.5 |
5,352.0 |
|
R1 |
5,553.5 |
5,553.5 |
5,313.0 |
5,482.0 |
PP |
5,411.0 |
5,411.0 |
5,411.0 |
5,375.5 |
S1 |
5,132.0 |
5,132.0 |
5,236.0 |
5,061.0 |
S2 |
4,989.5 |
4,989.5 |
5,197.0 |
|
S3 |
4,568.0 |
4,710.5 |
5,158.5 |
|
S4 |
4,146.5 |
4,289.0 |
5,042.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,571.5 |
5,268.5 |
303.0 |
5.7% |
133.5 |
2.5% |
27% |
False |
False |
2,521 |
10 |
5,690.0 |
5,268.5 |
421.5 |
7.9% |
114.5 |
2.1% |
20% |
False |
False |
1,354 |
20 |
5,690.0 |
5,268.5 |
421.5 |
7.9% |
104.5 |
2.0% |
20% |
False |
False |
843 |
40 |
5,690.0 |
5,245.0 |
445.0 |
8.3% |
90.0 |
1.7% |
24% |
False |
False |
551 |
60 |
5,837.0 |
5,133.0 |
704.0 |
13.2% |
83.0 |
1.6% |
31% |
False |
False |
431 |
80 |
6,299.5 |
5,133.0 |
1,166.5 |
21.8% |
67.5 |
1.3% |
19% |
False |
False |
327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,037.5 |
2.618 |
5,806.0 |
1.618 |
5,664.0 |
1.000 |
5,576.0 |
0.618 |
5,522.0 |
HIGH |
5,434.0 |
0.618 |
5,380.0 |
0.500 |
5,363.0 |
0.382 |
5,346.0 |
LOW |
5,292.0 |
0.618 |
5,204.0 |
1.000 |
5,150.0 |
1.618 |
5,062.0 |
2.618 |
4,920.0 |
4.250 |
4,688.5 |
|
|
Fisher Pivots for day following 11-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,363.0 |
5,428.0 |
PP |
5,359.0 |
5,402.5 |
S1 |
5,355.0 |
5,376.5 |
|